arXiv subjects

Palle Jorgensen

Publications and source records attributed to Palle Jorgensen.

70 records · Page 4Linked to original sources

arXiv2012

Spectral theory for Gaussian processes: Reproducing kernels, random functions, boundaries, and $\mathbf L^2$-wavelet generators with fractional scales

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by a host of applications, e.g., in mathematical physics, and in stochastic differential equations, and their use in financial models. In this paper, we show that, for three classes of cases in the correspondence, it is possible to obtain explicit formulas which are amenable to computations of the respective Gaussian stochastic processes. For achieving this, we first develop two functional analytic tools. They are: $(i)$ an identification of a universal sample space $Ω$ where we may realize the particular Gaussian processes in the correspondence; and (ii) a procedure for discretizing computations in $Ω$. The three classes of processes we study are as follows: Processes associated with: (a) arbitrarily given sigma finite regular measures on a fixed Borel measure space; (b) with Hilbert spaces of sigma-functions; and (c) with systems of self-similar measures arising in the theory of iterated function systems. Even our results in (a) go beyond what has been obtained previously, in that earlier studies have focused on more narrow classes of measures, typically Borel measures on $\mathbb R^n$. In our last theorem (section 10), starting with a non-degenerate positive definite function $K$ on some fixed set $T$, we show that there is a choice of a universal sample space $Ω$, which can be realized as a "boundary" of $(T, K)$. Its boundary-theoretic properties are analyzed, and we point out their relevance to the study of electrical networks on countable infinite graphs.

math.FA↗

arXiv2012

Restrictions and extensions of semibounded operators

We study restriction and extension theory for semibounded Hermitian operators in the Hardy space of analytic functions on the disk D. Starting with the operator zd/dz, we show that, for every choice of a closed subset F in T=bd(D) of measure zero, there is a densely defined Hermitian restriction of zd/dz corresponding to boundary functions vanishing on F. For every such restriction operator, we classify all its selfadjoint extension, and for each we present a complete spectral picture. We prove that different sets F with the same cardinality can lead to quite different boundary-value problems, inequivalent selfadjoint extension operators, and quite different spectral configurations. As a tool in our analysis, we prove that the von Neumann deficiency spaces, for a fixed set F, have a natural presentation as reproducing kernel Hilbert spaces, with a Hurwitz zeta-function, restricted to FxF, as reproducing kernel.

math.SP↗

arXiv2012

Spectral Theory of Multiple Intervals

We present a model for spectral theory of families of selfadjoint operators, and their corresponding unitary one-parameter groups (acting in Hilbert space.) The models allow for a scale of complexity, indexed by the natural numbers $\mathbb{N}$. For each $n\in\mathbb{N}$, we get families of selfadjoint operators indexed by: (i) the unitary matrix group U(n), and by (ii) a prescribed set of $n$ non-overlapping intervals. Take $Ω$ to be the complement in $\mathbb{R}$ of $n$ fixed closed finite and disjoint intervals, and let $L^{2}(Ω)$ be the corresponding Hilbert space. Moreover, given $B\in U(n)$, then both the lengths of the respective intervals, and the gaps between them, show up as spectral parameters in our corresponding spectral resolutions within $L^{2}(Ω)$. Our models have two advantages: One, they encompass realistic features from quantum theory, from acoustic wave equations and their obstacle scattering; as well as from harmonic analysis. Secondly, each choice of the parameters in our models, $n\in\mathbb{N}$, $B\in U(n)$, and interval configuration, allows for explicit computations, and even for closed-form formulas: Computation of spectral resolutions, of generalized eigenfunctions in $L^{2}(Ω)$ for the continuous part of spectrum, and for scattering coefficients. Our models further allow us to identify embedded point-spectrum (in the continuum), corresponding, for example, to bound-states in scattering, to trapped states, and to barriers in quantum scattering. The possibilities for the discrete atomic part of spectrum includes both periodic and non-periodic distributions.

math.SP↗

arXiv2012

Translation Representations and Scattering By Two Intervals

Studying unitary one-parameter groups in Hilbert space (U(t),H), we show that a model for obstacle scattering can be built, up to unitary equivalence, with the use of translation representations for L2-functions in the complement of two finite and disjoint intervals. The model encompasses a family of systems (U (t), H). For each, we obtain a detailed spectral representation, and we compute the scattering operator, and scattering matrix. We illustrate our results in the Lax-Phillips model where (U (t), H) represents an acoustic wave equation in an exterior domain; and in quantum tunneling for dynamics of quantum states.

math.SP↗

arXiv2011

Stochastic processes induced by singular operators

In this paper we study a general family of multivariable Gaussian stochastic processes. Each process is prescribed by a fixed Borel measure $σ$ on $\mathbb R^n$. The case when $σ$ is assumed absolutely continuous with respect to Lebesgue measure was studied earlier in the literature, when $n=1$. Our focus here is on showing how different equivalence classes (defined from relative absolute continuity for pairs of measures) translate into concrete spectral decompositions of the corresponding stochastic processes under study. The measures $σ$ we consider are typically purely singular. Our proofs rely on the theory of (singular) unbounded operators in Hilbert space, and their spectral theory.

math.PR↗

arXiv2011

Extending wavelet filters. Infinite dimensions, the non-rational case, and indefinite-inner product spaces

In this paper we are discussing various aspects of wavelet filters. While there are earlier studies of these filters as matrix valued functions in wavelets, in signal processing, and in systems, we here expand the framework. Motivated by applications, and by bringing to bear tools from reproducing kernel theory, we point out the role of non-positive definite Hermitian inner products (negative squares), for example Krein spaces, in the study of stability questions. We focus on the non-rational case, and establish new connections with the theory of generalized Schur functions and their associated reproducing kernel Pontryagin spaces, and the Cuntz relations.

math.CV↗

arXiv2011

Representation formulas for Hardy space functions through the Cuntz relations and new interpolation problems

We introduce connections between the Cuntz relations and the Hardy space H_2 of the open unit disk . We then use them to solve a new kind of multipoint interpolation problem in H_2, where for instance, only a linear combination of the values of a function at given points is preassigned, rather than the values at the points themselves. We also consider the case of de Branges-Rovnyak spaces.

math.FA↗

arXiv2010

A class of Gaussian processes with fractional spectral measures

We study a family of stationary increment Gaussian processes, indexed by time. These processes are determined by certain measures sigma (generalized spectral measures), and our focus here is on the case when the measure sigma is a singular measure. We characterize the processes arising from when sigma is in one of the classes of affine self-similar measures. Our analysis makes use of Kondratiev-white noise spaces. With the use of a priori estimates and the Wick calculus, we extend and sharpen earlier computations of Ito stochastic integration developed for the special case of stationary increment processes having absolutely continuous measures. We further obtain an associated Ito formula.

math.PR↗

arXiv2010

Families of spectral sets for Bernoulli convolutions

In this paper, we study the harmonic analysis of Bernoulli measures. We show a variety of orthonormal Fourier bases for the L^2 Hilbert spaces corresponding to certain Bernoulli measures, making use of contractive transfer operators. For other cases, we exhibit maximal Fourier families that are not orthonormal bases.

math.OA↗

arXiv2010

Integrals of Irreducible Representations of Classical Groups

This paper is concerned with integrals which integrands are the monomials of matrix elements of irreducible representations of classical groups. Based on analysis on Young tableaux, we discuss some related duality theorems and compute the asymptotics of the group integrals when the signatures of the irreducible representations are fixed, as the rank of the classical groups go to infinity. These group integrals have physical origins in quantum mechanics, quantum information theory, and lattice Gauge theory.

math-ph↗

arXiv2009

Large matrices and Virasoro Conjecture

In this paper, we first review one of difficult parts of the proof of Witten's conjecture by Kontsevich that had not been emphasized before. In the derivation of the KdV equations, we review the boson-fermion correspondence method \cite{K} to show that the trajectory of $\rm GL_\infty$ action on 1 as an element of the ring $\mathbb{C}[x_1,x_2,...]$ yields the solutions of KP hierarchies. Then we consider the corresponding theory in which the target manifold is a Kähler manifold. We conjecture that this nonlinear sigma model is equivalent to a "planar graph" theory. Assuming the conjecture holds, we are able to get the Virasoro constraints in the Virasoro conjecture.

math-ph↗

arXiv2008

Probability and Fourier duality for affine iterated function systems

Let $d$ be a positive integer, and let $μ$ be a finite measure on $\br^d$. In this paper we ask when it is possible to find a subset $Λ$ in $\br^d$ such that the corresponding complex exponential functions $e_λ$ indexed by $Λ$ are orthogonal and total in $L^2(μ)$. If this happens, we say that $(μ, Λ)$ is a spectral pair. This is a Fourier duality, and the $x$-variable for the $L^2(μ)$-functions is one side in the duality, while the points in $Λ$ is the other. Stated this way, the framework is too wide, and we shall restrict attention to measures $μ$ which come with an intrinsic scaling symmetry built in and specified by a finite and prescribed system of contractive affine mappings in $\br^d$; an affine iterated function system (IFS). This setting allows us to generate candidates for spectral pairs in such a way that the sets on both sides of the Fourier duality are generated by suitably chosen affine IFSs. For a given affine setup, we spell out the appropriate duality conditions that the two dual IFS-systems must have. Our condition is stated in terms of certain complex Hadamard matrices. Our main results give two ways of building higher dimensional spectral pairs from combinatorial algebra and spectral theory applied to lower dimensional systems.

math.FA↗

arXiv2008

Iterated function systems, moments, and transformations of infinite matrices

We study the moments of equilibrium measures for iterated function systems (IFSs) and draw connections to operator theory. Our main object of study is the infinite matrix which encodes all the moment data of a Borel measure on R^d or C. To encode the salient features of a given IFS into precise moment data, we establish an interdependence between IFS equilibrium measures, the encoding of the sequence of moments of these measures into operators, and a new correspondence between the IFS moments and this family of operators in Hilbert space. For a given IFS, our aim is to establish a functorial correspondence in such a way that the geometric transformations of the IFS turn into transformations of moment matrices, or rather transformations of the operators that are associated with them. We first examine the classical existence problem for moments, culminating in a new proof of the existence of a Borel measure on R or C with a specified list of moments. Next, we consider moment problems associated with affine and non-affine IFSs. Our main goal is to determine conditions under which an intertwining relation is satisfied by the moment matrix of an equilibrium measure of an IFS. Finally, using the famous Hilbert matrix as our prototypical example, we study boundedness and spectral properties of moment matrices viewed as Kato-Friedrichs operators on weighted l^2 spaces.

math.CA↗

arXiv2007

Orthogonal Exponentials for Bernoulli Iterated Function Systems

We investigate certain spectral properties of the Bernoulli convolution measures on attractor sets arising from iterated function systems on the real line. In particular, we examine collections of orthogonal exponential functions in the Hilbert space of square integrable functions on the attractor. We carefully examine a test case where the parameter lambda is equal to 3/4 and therefore the IFS has overlap. We also determine rational values of lambda for which infinite sets of orthogonal exponentials exist.

math.OA↗

arXiv2005

A non-MRA $C^r$ frame wavelet with rapid decay

A generalized filter construction is used to build an example of a non-MRA normalized tight frame wavelet for dilation by 2 in $L^2(\mathbb R)$. This example has the same multiplicity function as the Journé wavelet, yet has a $C^{\infty}$ Fourier transform and can be made to be $C^r$ for any fixed positive integer $r$.

math.CA↗

arXiv1994

Endomorphisms of B(H)

The unital endomorphisms of B(H) of (Powers) index n are classified by certain U(n)-orbits in the set of non-degenerate representations of the Cuntz algebra O_n on H. Using this, the corre- sponding conjugacy classes are identified, and a set of labels is given. This set is given as P modulo a certain non-smooth equivalence, where P is a set of pure state on the UHF algebra of Glimm type n^infinity. Several subsets of P, giving concrete examples of non- conjugate shifts, are worked out in detail, including sets of product states, and a set of nearest neighbor states.

funct-an↗